McDermott's future at Elland Road remains uncertain following the completed takeover of the club by Massimo Cellino - the Italian businessman who tried to sack the United boss in January.
Although Cellino hopes that McDermott will stay for the remainder of the season, his plans beyond that are unclear.
After winning his appeal against rejection to own the club by the Football League, Cellino was in attendance as the Whites slumped to their eighth defeat in nine games to lose 3-0 at Watford.
Zola has been out of management since leaving Watford earlier this season and the Italian connection has inevitably led to him being linked to the Leeds post, but agent Fulvio Marruccio was quick to dismiss the speculation.
Asked if Zola managing Leeds was a possibility, he told Press Association Sport: "Absolutely not. But I think we will see him back on a bench in England soon enough, rather than back in Italy.
"The one thing I can tell you today is that Zola will not be Leeds' coach for next season."